I am new in 3d printing!
I'm puzzled by the the result of converting obj file to stl
why does what I see in zbrush a smooth surface turn into many obvious triangular shapes? How does this affect the printing result?
I actually went to a LRP facility with one stl file.
I wanted it to be 13cm, but people there told me the file's standard size for production is only 0.50cm.
What should I do? How can I adjust the scale?

I thought it would be helpful to try and provide you with a more comprehensive answer, so here goes.
Each of the file formats that you might choose to use (for example, OBJ and STL) is actually storing the object that you have created as a table listing all of its vertices as individual points (X, Y, Z). These are connected to one another to create an assortment of polygons which form the actual shape you are working with (the shape you see after your conversion to STL).
The catch is that some software allows the option of using mathematics to create the illusion of a smoothed surface when the object you are using is displayed on the screen of your monitor (which is the shape you see in your original OBJ file). This is not the 'real' object, just a smoothed interpretation of it. Since what we are printing is the 'real' object, you need to turn off the smoothing effect to see what your design will really look like when printed (how to do this depends on what software you are using at the time). You may need to add more polygons, for example, to create an object that is actually smoother, rather than just looking smoother.
Now to the issue of scale. Since each of the points in your object is stored as an (X, Y, Z) co-ordinate, the numbers have an associated unit, which is different for each type of software you might be using. (This is similar to metric vs. imperial measurements, in that one unit in software may not equal, say, one unit in the real world). To make your object the right size, you need to find out how to convert the units your object is currently in (as an STL) to a real-world measurement in centimetres. Once you calculate the conversion factor, you must then scale the entire object in software so that it is the correct number of STL units to equal the real-world size. (Example - I want my object to be 20cm wide, but my software uses 1 inch units. I know that 1 inch = 2.5 cm, so I make my object 8 inches wide. It is now a 20cm wide object when printed).
To find out exactly how to do all this, consult the documentation for your software (for smoothing and file format specifics) and the online documentation for Shapeways (to find out how to convert to centimetres, how big your object can be, and other design limitations). I hope this helps to answer your questions.

Thank you!
This is very helpful.
But still it seems to be rather difficult to scale things in the exact real world size as you want.
I check else where rhino can actual scale stl model.
So I guess I can make model in max and zbrush than scale in rhino
Do you know how to do that in Rhino then...?

It's very simple and accurate to size in Rhino - I do it all the time.

When you start up Rhino you are given many different options as to what units you want your workspace in; I choose the bottom one, millimeters. Now, when you look at your workspace what you see is a grid, like graph paper. Each tiny square represents ONE millimeter, and the larger squares one centimeter.

IMPORT your model.

The model should still be highlighted/selected. If not make sure you do this.

On the menus across the top click on Transform (there are icons you can use but let's keep this simple). Mouse down to Scale then click on the Scale 3-D flyout.

You are asked for an origin point. Click somewhere near your model.

Now you are asked for a scale factor. If you want to reduce your model by 50% type .50, if you want it reduced to ten percent type .10...etc., then hit Enter.

Bingo. Done.

Export to STL and you're ready to upload to Shapeways.

Rhino allows you to do this in different ways, including dragging with your mouse, I just simplified it here.

You can also measure from point to point by clicking on Analyze then Distance. Click on two points in your model and the distance is shown.